If the world is an illusion and Sai is the Supreme Brahman, why did he appear to have a body and experience physical life?

According to the provided text, Sai Baba's physical manifestation was an act of grace for the benefit of his followers. Chapter 43 explains that he, 'filled with devotion in an unmanifest form, appeared in Shirdi for the sake of the devotees’ protection.' Although as the Supreme Brahman the world is an illusion and he has no body consciousness, his apparent physical life was a 'spontaneous play of Yoga for the sake of the devotees' salvation.' He incarnated with the sole desire for the welfare of devotees. Therefore, his body was an adjunct, a temporary form taken to guide and protect people, not something he was bound by.